Programs and tutorials written by Stas Kolenikov
Introduction to Stata
I have developed a rather comprehensive introduction to Stata
(to the extent that one can have a comprehensive introduction to
a new software in four classes) for AEA Summer Program at Duke.
Let me know if it disappears; I'll move the documents to this page.
My two cents on gllamm
to multilevel / hierarchical / latent / mixed / you-name-it
Stata module gllamm
by Sophia Rabe-Hesketh.
These tutorials were written for Stata 6, and there is no guarantee
they will work with later versions.
Regression diagnostics tutorial
developed for the seminars on applied
econometrics that the author was giving in Spring 2000
at a couple of Russian provincial universities in the
framework of the New Economic School outreach program.
It highlights the typical problems that can emerge in
regression analysis; proposed the diagnostic tools;
and hints at possible cures.
- Introduction to bootstrap. Describes the basic principles and
Stata routines to implement bootstrap. Also requires
My book on Stata
Actually, it is not too much of a book, but rather a 130 pages of lecture notes
for my seminars in applied econometrics with Stata. Downloadable!
for the full text. An older version is published as New Economic School
preprint. Oh yes, it is in Russian only...
BTW, people from Russia may want to read my experience on
buying Stata in Russia.
To check out the Stata modules currently available, return to this page in Stata:
net from http://www.unc.edu/~skolenik/stata/.
Those are the most important things I have here:
Stata 8 packages
polychoric Polychoric correlations package
Stata 7 packages
thinplate Thin plate splines
Stata 6 packages
atkplot Yet another residual normality plot
calibr Inverse regression and calibration
denormix Decomposition of a normal mixture
fsreg Forward search (very robust) regression
gfields Fields' decomposition of inequality by sources
shapley Shapley decomposition
These are the programs for Stata
I have written on some or another occasion for my
ongoing research. Some of them were written only because I did not know that
there exists Stata command I needed :). One may want to use any of these
programs on his/her own risk. If you want some options added, or propose some
other modifications, contact me with e-mails below. Note
that I might have forgotten what I have written more than a year ago :(. Help
files are available for more serious programs; if there is none, you should
try to infer the syntax from the header of the program (syntax
statement), or contact me. I hope you would refer to me in some way when using
these programs if you think they have helped you.
The best pieces are also available at SSC - IDEAS.
Review of Stata
My review of Stata 7 was published in Journal of Applied Econometrics,
16 (5), 637--646. See Wiley page.
Related to that is my collection of links to statalist
intended to represent the opinions of the users about Stata, as well as
clarifications regarding its capabilities by Stata people themselves.
Make sure you have visited
other Stata resources,
SSC-IDEAS, in the first